+69.6%
GAP vs RVTY
+78.0%
-8.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -7.0% | -5.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.6% |
| 30D | -9.0% | +1.0% | -10.0% | -9.8% |
| 3M | +5.5% | +35.8% | -30.4% | -8.6% |
| 6M | -11.1% | +56.7% | -67.8% | -28.7% |
| YTD | -13.6% | +60.7% | -74.3% | -32.2% |
| 1Y | -2.9% | +73.7% | -76.5% | -26.9% |
| 3Y | +69.6% | +82.8% | -13.1% | +34.7% |
| All | +69.6% | +78.0% | -8.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling